Where to get my calculations

All the actual calculations done in the recent posts about market volatility have been made with Mathematica 5.2.

All the Mathematica files needed to reproduce these calculations have been posted on the Google discussion group associated to this blog:

• Understanding Market Volatility
• Is The Distribution of Log Returns Normal?
• Calculation of Historical Volatility of Daily Returns
• Comparison of Historical Volatilities of Market Returns and of Normal Returns
• Are market returns log normal? A quantitative answer.

Categories: stock options, volatility
Technorati Tags: stock options, volatility